应用数学2011，Vol.24Issue(1)：25-29,5.
无约束优化问题的修正PRP共轭梯度法
A Modified PRP Conjugate Gradient Algorithm for Unconstrained Optimization Problems
摘要
Abstract
A new conjugate gradient algorithm is presented by combining the Newton and the PRP conjugate gradient methods, which can be seen as the modification of PRP method. The new method take both available gradient and the part second-order information.Our algorithm is shown to be global convergent under some assumptions. Numerical results are also reported.关键词
共轭梯度/无约束优化/全局收敛/牛顿法Key words
Conjugate gradient/Unconstrained optimization/Global convergence/Newton method分类
数理科学引用本文复制引用
乌彩英..无约束优化问题的修正PRP共轭梯度法[J].应用数学,2011,24(1):25-29,5.基金项目
Supported by the Natural Science Foundation of Inner Mongolia Autonomous Region (2010BS0108) and SPH-IMU (Z20090135) （2010BS0108）
